wash all your wool clothes, and probably other clothes with them in the closet (esp silk and other "protein-rich" fabrics), or consider other options like freezing them (for me that takes too much space and isn't reliable enough), drycleaning (ugh, chemicals) or tossing them in the dryer on high for a bit (supposedly, if they are completely dry when you do this it would be safe, as compared with wet, which would felt them...but I'd be a bit leery, esp with a favorite sweater...). Vacuum the whole house really well, esp the infested areas, and THROW THE BAG OUT WHEN YOU'RE DONE. Otherwise, the eggs/moths stay in the bag and you repeat the whole problem. If you've tried these already, I dunno.
Oh, and be sure to bag up any sweaters/wool not in use in plastic, but only store them clean. Do you have any wool rugs in your house? Might have some beasties hiding there....and also, always wash any used clothes you bring in right away, as you can bring them home from the thrift or consignment shop that way.